+238.5%
AWK vs QSR
+211.0%
+27.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +4.4% | +5.9% | -1.5% | +3.1% |
| 3M | +15.4% | +10.5% | +4.9% | +12.8% |
| 6M | +3.5% | +7.7% | -4.2% | +1.6% |
| YTD | +9.8% | +16.8% | -7.0% | +5.7% |
| 1Y | +3.0% | +30.9% | -27.9% | -3.6% |
| 3Y | +9.7% | +28.2% | -18.5% | +2.4% |
| 5Y | -17.2% | +45.0% | -62.1% | -25.2% |
| 10Y | +126.1% | +127.3% | -1.2% | +83.9% |
| All | +238.5% | +211.0% | +27.6% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling